Abstract
In this epilogue we briefly discuss several additional topics and give references to the literature.
This is a preview of subscription content, log in via an institution.
Buying options
Tax calculation will be finalised at checkout
Purchases are for personal use only
Learn about institutional subscriptionsReferences
O. E. Barndorff-Nielsen, M. Maejima, and K. Sato (2006). Some classes of multivariate infinitely divisible distributions admitting stochastic integral representations. Bernoulli, 12(1):1–33.
O. E. Barndorff-Nielsen and N. Shephard (2002). Normal modified stable processes. Theory of Probability and Mathematical Statistics, 65:1–20.
J. L. P. Garmendia (2008). On weighted tempered moving averages processes. Stochastic Models, 24(Supp1):227–245.
M. Grabchak (2014). Does value-at-risk encourage diversification when losses follow tempered stable or more general Lévy processes? Annals of Finance, 10(4):553–568.
M. Grabchak (2015c). On the consistency of the MLE for Ornstein-Uhlenbeck and other selfdecomposable processes. Statistical Inference for Stochastic Processes, DOI 10.1007/s11203-015-9118-9.
M. Grabchak (2015d). Three upsilon transforms related to tempered stable distributions. Electronic Communication in Probability, 20(82):1–10.
C. Houdré and R. Kawai (2006) On fractional tempered stable motion. Stochastic Processes and Their Applications, 116(8):1161–1184.
Z. J. Jurek (2007). Random integral representations for free-infinitely divisible and tempered stable distributions. Statistics & Probability Letters, 77(4):417–425.
A. D. J. Kerss, N. N. Leonenko, and A. Sikorskii (2014). Risky asset models with tempered stable fractal activity time. Stochastic Analysis and Applications, 32(4), 642–663.
Y. S. Kim (2012). The fractional multivariate normal tempered stable process. Applied Mathematics Letters, 25(12), 2396–2401.
M. Maejima and G. Nakahara (2009). A note on new classes of infinitely divisible distributions on \(\mathbb{R}^{d}\). Electronic Communications in Probability, 14:358–371.
G. Maruyama (1970). Infinitely divisible processes. Theory of Probability and Its Applications, 15(1):1–22.
K. Sato (1999). Lévy Processes and Infinitely Divisible Distributions. Cambridge University Press, Cambridge.
K. Sato (2006). Additive processes and stochastic integrals. Illinois Journal of Mathematics, 50(4): 825–851.
G. Terdik and W. A. Woyczyński (2006). Rosiński Measures for tempered stable and related Ornstien-Uhlenbeck processes. Probability and Mathematical Statistics, 26(2): 213–243.
Author information
Authors and Affiliations
Rights and permissions
Copyright information
© 2016 Michael Grabchak
About this chapter
Cite this chapter
Grabchak, M. (2016). Epilogue. In: Tempered Stable Distributions. SpringerBriefs in Mathematics. Springer, Cham. https://doi.org/10.1007/978-3-319-24927-8_8
Download citation
DOI: https://doi.org/10.1007/978-3-319-24927-8_8
Published:
Publisher Name: Springer, Cham
Print ISBN: 978-3-319-24925-4
Online ISBN: 978-3-319-24927-8
eBook Packages: Mathematics and StatisticsMathematics and Statistics (R0)